Learn something new every day - I have obviously seen them before but never new what they were called. No wonder I love this "place".
A choropleth map (Greek χωρα + πληθαίν:, ("area/region" + "multiply") is a thematic map in which areas are shaded or patterned in proportion to the measurement of the statistical variable being displayed on the map, such as population density or per-capita income.
Arcexplorer definitely does choropleth mapping -- the lastet JAVA version makes it easy with clear documentation. It comes with some shape files (the outlines and some data) but if you need other places you will need to find shape files to work with -- that's not that hard for most places. I just helped a teacher to do some Africa mapping -- CDC had a shape file with limited data, added in the new data and she was cooking with gas. Google for Arcexplorer JAVA for educators and get mapping!